ECBOT 30 Year Treasury Bond Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
138-08 |
138-18 |
0-10 |
0.2% |
138-22 |
| High |
139-08 |
139-16 |
0-08 |
0.2% |
139-03 |
| Low |
138-06 |
138-12 |
0-06 |
0.1% |
136-14 |
| Close |
138-16 |
139-08 |
0-24 |
0.5% |
137-30 |
| Range |
1-02 |
1-04 |
0-02 |
5.9% |
2-21 |
| ATR |
0-31 |
1-00 |
0-00 |
1.0% |
0-00 |
| Volume |
355,547 |
363,729 |
8,182 |
2.3% |
2,234,451 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-13 |
141-31 |
139-28 |
|
| R3 |
141-09 |
140-27 |
139-18 |
|
| R2 |
140-05 |
140-05 |
139-15 |
|
| R1 |
139-23 |
139-23 |
139-11 |
139-30 |
| PP |
139-01 |
139-01 |
139-01 |
139-05 |
| S1 |
138-19 |
138-19 |
139-05 |
138-26 |
| S2 |
137-29 |
137-29 |
139-01 |
|
| S3 |
136-25 |
137-15 |
138-30 |
|
| S4 |
135-21 |
136-11 |
138-20 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
144-17 |
139-13 |
|
| R3 |
143-04 |
141-28 |
138-21 |
|
| R2 |
140-15 |
140-15 |
138-14 |
|
| R1 |
139-07 |
139-07 |
138-06 |
138-16 |
| PP |
137-26 |
137-26 |
137-26 |
137-15 |
| S1 |
136-18 |
136-18 |
137-22 |
135-28 |
| S2 |
135-05 |
135-05 |
137-14 |
|
| S3 |
132-16 |
133-29 |
137-07 |
|
| S4 |
129-27 |
131-08 |
136-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-16 |
136-25 |
2-23 |
2.0% |
1-02 |
0.8% |
91% |
True |
False |
381,792 |
| 10 |
139-16 |
136-14 |
3-02 |
2.2% |
1-02 |
0.8% |
92% |
True |
False |
379,952 |
| 20 |
139-16 |
136-14 |
3-02 |
2.2% |
0-30 |
0.7% |
92% |
True |
False |
324,088 |
| 40 |
139-16 |
134-11 |
5-05 |
3.7% |
0-31 |
0.7% |
95% |
True |
False |
317,731 |
| 60 |
139-16 |
134-11 |
5-05 |
3.7% |
0-31 |
0.7% |
95% |
True |
False |
282,217 |
| 80 |
139-16 |
132-24 |
6-24 |
4.8% |
0-30 |
0.7% |
96% |
True |
False |
211,915 |
| 100 |
139-16 |
130-23 |
8-25 |
6.3% |
0-26 |
0.6% |
97% |
True |
False |
169,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-09 |
|
2.618 |
142-14 |
|
1.618 |
141-10 |
|
1.000 |
140-20 |
|
0.618 |
140-06 |
|
HIGH |
139-16 |
|
0.618 |
139-02 |
|
0.500 |
138-30 |
|
0.382 |
138-26 |
|
LOW |
138-12 |
|
0.618 |
137-22 |
|
1.000 |
137-08 |
|
1.618 |
136-18 |
|
2.618 |
135-14 |
|
4.250 |
133-19 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
139-05 |
139-00 |
| PP |
139-01 |
138-25 |
| S1 |
138-30 |
138-17 |
|